medium · Market Microstructure

A stock is subject to the Limit Up-Limit Down (LULD) rules. Its reference price over the last 5 minutes is $100.00, and it is a Tier 1 security with a 5% band.

If a sudden surge in buying pushes the price to $105.01, what happens next?

  1. The price immediately executes at $105.01, and the stock halts right after.
  2. The trades that occurred above the band are cancelled, and the price resets to $100.00 flat.
  3. The entire broad market, including every stock in the S&P 500 index, halts trading for 15 minutes.
  4. The stock enters a 15-second 'limit state' and may trigger a 5-minute trading halt.

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